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MTI Performance
MTI performance based on switching Rydex RYVYX/RYVNX
Return Statistics
Highest 12 month return0.00%
Lowest 12 month return0.00%
Average Annual return109.51%
Average Monthly Return8.48%
Highest Monthly Return56.73%
Lowest Monthly Return-14.35%
Average Gain56.73%
Average Loss-3.59%
Cumulative Return36.09%
Compound Monthly return6.36%
Longest Losing Streak
Maximum Drawdown-14.35%
Quantitative Statistics
Sharpe Ratio (Rolling 12)1.06 
Sharpe Ratio (Annualized)1.06 
Std. Dev (Rolling 12)27.68 
Std. Dev (Monthly)27.68 
Beta-0.26 
Alpha18.42 
Year1st Qtr2nd Qtr3rd Qtr4th QtrYTD
2012----36.1%